The data files consist of:
This file contains the closing prices of each of fourteen different stock issues for every trading date in a continuous period. You can download them directly from here by RIGHT-clicking on the filename.DOWNLOAD HELP:For best results RIGHT-click on the link a small pop-up menu should appear.Thenm use your browser’s function to Save target as or Save file as.Enter a filename and location. You may wish to save it on a flash drive
There is also a help file:
which may help. I have created an example of using Excel or Lotus to calculate the holding period returns annualized returns standard deviations and correlation or covariance of the returns for two sample assets over ten days(only)as well as the beta of the asset.NOTE that you havemanymore days worth of data in your sample for each stock.This is a highly abbreviated set of data just to demonstrate the process.
Assume that risk free (money market fund) pays 2.0% and that the margin borrowing rate (should you need to borrow) is 7%. Further the Market Expected Return is 12%. Your task is to: Part I Select any two of these stocks and calculate the most efficie
March 18th, 2019 admin